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Symphonies
UVXY Fun KMLM\XLK
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, it either bets on volatility when Nasdaq looks overheated, rides or shorts tech based on Tech vs managed‑futures strength, and sometimes rotates to leveraged Treasuries if stocks look too hot. Very high risk.
NutHow it works
Each day it: 1) Checks if the Nasdaq-100 (QQQ) looks extremely “overheated” using RSI (a speedometer of how fast price has risen). If so, it buys UVXY (a volatility ETF that jumps when markets drop). 2) If not, it compares Tech (XLK) vs a managed‑futures fund (KMLM). If Tech is stronger, it buys TQQQ (3× Nasdaq) unless the S&P 500 (SPY) looks too hot—then it shifts to TMF (3× long Treasuries). If Tech is weaker, it shorts Tech via QID (2× inverse) for ~5 days.
CheckmarkValue prop
Diversified, rules-based strategy with negative S&P beta and positive out-of-sample alpha. It aims to cushion rallies, capture volatility spikes, and reduce overall risk when paired with the S&P 500—a valuable tail-risk hedge and diversification tool.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.93-0.270.01-0.09
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
94.96%13.63%-1.77%0.2%0.84
UVXY Fun KMLM\XLK
4,911.81%111.49%-0.57%2.91%1.66
Initial Investment
$10,000.00
Final Value
$501,181.16
Regulatory Fees
$1,139.46
Total Slippage
$6,965.34
Invest in this strategy
OOS Start Date
Dec 8, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, leveraged etfs, volatility trading, tech sector timing, trend-following signal, risk-on/risk-off, daily rebalance, high risk
Tickers in this symphonyThis symphony trades 8 assets in total
Ticker
Type
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy ETF
Stocks
QID
ProShares UltraShort QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
Stocks
XLK
State Street Technology Select Sector SPDR ETF
Stocks

FAQ

A Composer symphony is an automated trading strategy that executes trades based on parameters of your choice. Some symphonies are similar to holding one ETF in normal conditions and rotating to a different ETF when market conditions shift, for example a 5% drop in the S&P 500, while others use complex rules with dozens of triggers. However, complex doesn’t always mean better. A simple, well-structured symphony can be just as effective as an intricate one. Learn more about how symphonies work here.

"UVXY Fun KMLM\XLK" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"UVXY Fun KMLM\XLK" is currently allocated toQID. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "UVXY Fun KMLM\XLK" has returned 16.45%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "UVXY Fun KMLM\XLK" is 39.34%. The maximum drawdown measures the largest peak-to-trough decline. It's an important metric to evaluate risk and the strategy's behavior during market stress.

To invest in "UVXY Fun KMLM\XLK", simply click the Invest button on this page. You'll need to open an account with Composer if you don't have one yet, then you can start investing. Composer will automatically execute the trades for you based on the strategy's rules. Composer also supports trading individual stocks, ETFs, and options.